RankRev: aMatlab package for computing the numerical rank and updating/downdating

Autor: Tien-Yien Li, Zhonggang Zeng, Tsung Lin Lee
Rok vydání: 2017
Předmět:
Zdroj: Numerical Algorithms. 77:559-576
ISSN: 1572-9265
1017-1398
DOI: 10.1007/s11075-017-0328-7
Popis: The numerical rank determination frequently occurs in matrix computation when the conventional exact rank of a hidden matrix is desired to be recovered. This paper presents a Matlab package RankRev that implements two efficient algorithms for computing the numerical rank and numerical subspaces of a matrix along with updating/downdating capabilities for making adjustment to the results when a row or column is inserted/deleted. The package and the underlying algorithms are accurate, reliable, and much more efficient than the singular value decomposition when the matrix is of low rank or low nullity.
Databáze: OpenAIRE